Inference of dominant modes for linear stochastic processes.
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ABSTRACT:
SUBMITTER: MacKay RS
PROVIDER: S-EPMC8059618 | biostudies-literature | 2021 Apr
REPOSITORIES: biostudies-literature
Publications
Inference of dominant modes for linear stochastic processes.
Royal Society open science 20210421 4
For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer (estimate) their dominant modes from observations in real time. The modes can be real or complex. For a real mode (monotone decay), the goal is to infer its damping rate and mode shape. For a complex mode (oscillatory decay), the goal is to infer its frequency, damping rate and (complex) mode shape. Their amplitudes and correlations are encoded in a mo ...[more]
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